//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Regression model fitting with...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
68
Theory
67
Zeitreihenanalyse
39
Estimation theory
38
Schätztheorie
38
Time series analysis
37
ARCH-Modell
18
Exchange rate
18
Wechselkurs
18
Currency derivative
17
Währungsderivat
17
ARCH model
16
Deutschland
15
Devisenmarkt
15
Estimation
15
Schätzung
15
Foreign exchange market
14
Germany
14
Risikoprämie
14
Risk premium
14
Interest rate parity
13
Zinsparität
13
Exchange rate policy
12
Long memory
12
USA
12
United States
12
Volatilität
12
Wechselkurspolitik
12
Volatility
11
ARMA model
10
ARMA-Modell
10
Welt
10
World
10
Regression analysis
9
Regressionsanalyse
9
Rational expectations
8
Rationale Erwartung
8
FIGARCH
7
Forecasting model
7
Inflation
7
more ...
less ...
Online availability
All
Undetermined
86
Free
37
Type of publication
All
Article
214
Book / Working Paper
80
Type of publication (narrower categories)
All
Article in journal
69
Aufsatz in Zeitschrift
69
Working Paper
33
Arbeitspapier
25
Graue Literatur
19
Non-commercial literature
19
Collection of articles of several authors
7
Sammelwerk
7
Aufsatz im Buch
6
Book section
6
Rezension
4
Konferenzschrift
3
Conference proceedings
2
Systematic review
2
Übersichtsarbeit
2
Article
1
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
more ...
less ...
Language
All
English
161
Undetermined
132
Spanish
1
Author
All
Baillie, Richard T.
117
Baillie, Richard
101
Surgailis, Donatas
52
Kapetanios, George
34
Giraitis, Liudas
28
Koul, Hira L.
27
Bollerslev, Tim
22
Osterberg, William P.
19
Leipus, Remigijus
18
McMahon, Patrick C.
14
Morana, Claudio
13
Robinson, Peter M.
10
Cho, Dooyeon
9
Han, Young-Wook
8
Kim, Kun Ho
8
Calonaci, Fabio
7
DeGennaro, Ramon P.
7
Han, Young Wook
7
Humpage, Owen F.
7
Myers, Robert J.
7
Tieslau, Margie A.
7
Philippe, Anne
6
Song, Jeongseok
6
Cecen, Aydin A.
5
Diebold, Francis X.
5
Papailias, Fotis
5
Schmidt, Peter
5
Baillie, R. T.
4
Lavancier, Frédéric
4
Perera, Indeewara
4
Redfearn, Michael R.
4
Rho, Seunghwa
4
Chung, Ching-fan
3
Dacorogna, Michel M.
3
Erkal, Cahit
3
Kilic, Rehim
3
Kiliç, Rehim
3
King, Maxwell L.
3
Koul, Hira
3
MacMahon, Patrick C.
3
more ...
less ...
Institution
All
School of Economics and Finance, Queen Mary
5
Federal Reserve Bank of Cleveland
4
London School of Economics (LSE)
4
HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
2
National Bureau of Economic Research
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
International Centre for Economic Research (ICER)
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
more ...
less ...
Published in...
All
Journal of econometrics
16
Journal of international money and finance
14
Stochastic Processes and their Applications
11
Journal of international financial markets, institutions & money
10
Journal of Econometrics
9
Statistics & Probability Letters
9
Working paper
9
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of empirical finance
8
Working Paper
8
Journal of International Money and Finance
7
International journal of forecasting
6
Econometric Theory
5
International Journal of Forecasting
5
Journal of Multivariate Analysis
5
Journal of Time Series Analysis
5
Working Papers / School of Economics and Finance, Queen Mary
5
Working papers in economics and econometrics
5
Journal of International Financial Markets, Institutions and Money
4
LSE Research Online Documents on Economics
4
Working Paper / Federal Reserve Bank of Cleveland
4
Working paper / Federal Reserve Bank of Cleveland
4
Working paper series / The University of Aston Management Centre
4
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Journal of Empirical Finance
3
Journal of economic dynamics & control
3
Journal of macroeconomics
3
The journal of finance : the journal of the American Finance Association
3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
Economics Letters
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of Financial Markets
2
Journal of Macroeconomics
2
Journal of applied econometrics
2
Journal of financial markets
2
more ...
less ...
Source
All
ECONIS (ZBW)
135
RePEc
98
OLC EcoSci
37
EconStor
9
USB Cologne (EcoSocSci)
8
BASE
4
Other ZBW resources
3
more ...
less ...
Showing
1
-
10
of
294
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
Koul, Hira L.
;
Baillie, Richard T.
;
Surgailis, Donatas
- In:
Econometric theory
20
(
2004
)
3
,
pp. 485-512
Persistent link: https://www.econbiz.de/10006963727
Saved in:
2
REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
Koul, Hira L.
;
Baillie, Richard T.
;
Surgailis, Donatas
- In:
Econometric Theory
20
(
2004
)
03
,
pp. 485-512
Persistent link: https://www.econbiz.de/10005610347
Saved in:
3
Possible solutions to the forward bias paradox
Baillie, Richard
- In:
Journal of international financial markets, …
21
(
2011
)
4
,
pp. 617-622
Persistent link: https://www.econbiz.de/10009309041
Saved in:
4
Commodity prices and aggregate inflation : would a commodity price rule be worthwhile?
Baillie, Richard
- In:
Carnegie Rochester conference series on public policy : …
(
1989
),
pp. 185-240
Persistent link: https://www.econbiz.de/10001109746
Saved in:
5
Econometric tests of rationality and market efficiency
Baillie, Richard
- In:
Econometric reviews
8
(
1989
)
2
,
pp. 151-186
Persistent link: https://www.econbiz.de/10001080001
Saved in:
6
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
7
Post-louvre intervention : did target zones stabilize the dollar?
Baillie, Richard
;
Humpage, Owen F.
-
1992
Persistent link: https://www.econbiz.de/10000833686
Saved in:
8
The foreign exchange market : theory and econometric evidence
Baillie, Richard
;
McMahon, Patrick C.
-
1989
Persistent link: https://www.econbiz.de/10000769586
Saved in:
9
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
;
Bollerslev, Tim
;
Redfearn, Michael R.
-
1991
Persistent link: https://www.econbiz.de/10000823527
Saved in:
10
Long memory and FIGARCH models for daily and high frequency commodity prices
Baillie, Richard
;
Han, Young Wook
;
Myers, Robert J.
; …
-
2007
Persistent link: https://www.econbiz.de/10003740333
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->